complexOTHEReigen(3)
β¨ complexOTHEReigen(3) β¨
okay so bestie, welcome to the LAPACK glow-up corner π«Ά this is the manual page for complexOTHEReigen and it is long, so we're doing it in ten parts. grab a snack, hydrate, we're going in π
πΈ NAME πΈ
complexOTHEReigen β complex Other Eigenvalue routines β¨
π¦ SYNOPSIS π¦
π Functions π
subroutine cggglm (N, M, P, A, LDA, B, LDB, D, X, Y, WORK, LWORK, INFO)
subroutine chbev (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, RWORK, INFO)
subroutine chbev_2stage (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, RWORK, INFO)
subroutine chbevd (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
subroutine chbevd_2stage (JOBZ, UPLO, N, KD, AB, LDAB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
subroutine chbevx (JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
subroutine chbevx_2stage (JOBZ, RANGE, UPLO, N, KD, AB, LDAB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, LWORK, RWORK, IWORK, IFAIL, INFO)
subroutine chbgv (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, RWORK, INFO)
subroutine chbgvd (JOBZ, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
subroutine chbgvx (JOBZ, RANGE, UPLO, N, KA, KB, AB, LDAB, BB, LDBB, Q, LDQ, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
subroutine chpev (JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, RWORK, INFO)
subroutine chpevd (JOBZ, UPLO, N, AP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
subroutine chpevx (JOBZ, RANGE, UPLO, N, AP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
subroutine chpgv (ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, RWORK, INFO)
subroutine chpgvd (ITYPE, JOBZ, UPLO, N, AP, BP, W, Z, LDZ, WORK, LWORK, RWORK, LRWORK, IWORK, LIWORK, INFO)
subroutine chpgvx (ITYPE, JOBZ, RANGE, UPLO, N, AP, BP, VL, VU, IL, IU, ABSTOL, M, W, Z, LDZ, WORK, RWORK, IWORK, IFAIL, INFO)
cggglmβ CGGGLM, the general Gauss-Markov linear model solver πchbevβ CHBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices πΈchbev_2stageβ CHBEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices β¨chbevdβ CHBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π«chbevd_2stageβ CHBEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices πchbevxβ CHBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π¦chbevx_2stageβ CHBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices βchbgvβ CHBGV πchbgvdβ CHBGVD πchbgvxβ CHBGVX πchpevβ CHPEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π·chpevdβ CHPEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices πΊchpevxβ CHPEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π§chpgvβ CHPGV πchpgvdβ CHPGVD πchpgvxβ CHPGVX π
π₯ Detailed Description π₯
This is the group of complex Other Eigenvalue routines. that's it, that's the vibe, no cap π
π Function Documentation π
π subroutine cggglm π
subroutine cggglm (integer N, integer M, integer P, complex, dimension( lda,
* ) A, integer LDA, complex, dimension( ldb, * ) B, integer LDB,
complex, dimension( * ) D, complex, dimension( * ) X, complex,
dimension( * ) Y, complex, dimension( * ) WORK, integer LWORK, integer
INFO)
CGGGLM π«Ά
π Purpose π
CGGGLM solves a general Gauss-Markov linear model (GLM) problem, and bestie it is so specific about what that means:
minimize || y ||_2 subject to d = A*x + B*y
x
so like, A is an N-by-M matrix, B is an N-by-P matrix, and d is a given N-vector. the assumptions here are that M <= N <= M+P, and:
rank(A) = M and rank( A B ) = N.
under those assumptions, the constrained equation is always consistent (iconic), and there is a unique solution x and a minimal 2-norm solution y. those come out of a generalized QR factorization of the matrices (A, B), which goes like:
A = Q*(R), B = Q*T*Z.
(0)
and here's the cute special case: if matrix B is square nonsingular, then the GLM problem is equivalent to this weighted linear least squares problem:
minimize || inv(B)*(d-A*x) ||_2
x
where inv(B) means the inverse of B. no cap π
π Parameters π
NβNis INTEGER. the number of rows of the matricesAandB.N >= 0.MβMis INTEGER. the number of columns of the matrixA.0 <= M <= N.PβPis INTEGER. the number of columns of the matrixB.P >= N-M.AβAis COMPLEX array, dimension(LDA,M).- on entry, the N-by-M matrix
A. - on exit, the upper triangular part of the array
Acontains the M-by-M upper triangular matrixR.
- on entry, the N-by-M matrix
LDAβLDAis INTEGER. the leading dimension of the arrayA.LDA >= max(1,N).BβBis COMPLEX array, dimension(LDB,P).- on entry, the N-by-P matrix
B. - on exit, if
N <= P, the upper triangle of the subarrayB(1:N,P-N+1:P)contains the N-by-N upper triangular matrixT; ifN > P, the elements on and above the (N-P)th subdiagonal contain the N-by-P upper trapezoidal matrixT.
- on entry, the N-by-P matrix
LDBβLDBis INTEGER. the leading dimension of the arrayB.LDB >= max(1,N).DβDis COMPLEX array, dimension(N).- on entry,
Dis the left hand side of the GLM equation. - on exit,
Dis destroyed. π gone. that's the deal, sorry bestie.
- on entry,
XβXis COMPLEX array, dimension(M).YβYis COMPLEX array, dimension(P).- on exit,
XandYare the solutions of the GLM problem. π
- on exit,
WORKβWORKis COMPLEX array, dimension(MAX(1,LWORK)).- on exit, if
INFO = 0,WORK(1)returns the optimalLWORK.
- on exit, if
LWORKβLWORKis INTEGER. the dimension of the arrayWORK.LWORK >= max(1,N+M+P). for optimum performance,LWORK >= M+min(N,P)+max(N,P)*NB, whereNBis an upper bound for the optimal blocksizes forCGEQRF,CGERQF,CUNMQRandCUNMRQ.
ifLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA. β¨
INFOβINFOis INTEGER.= 0: successful exit. π₯³< 0: ifINFO = -i, the i-th argument had an illegal value. π= 1: the upper triangular factorRassociated withAin the generalized QR factorization of the pair(A, B)is singular, so thatrank(A) < M; the least squares solution could not be computed. π= 2: the bottom (N-M) by (N-M) part of the upper trapezoidal factorTassociated withBin the generalized QR factorization of the pair(A, B)is singular, so thatrank( A B ) < N; the least squares solution could not be computed. π
π« Author π«
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π subroutine chbev π
subroutine chbev (character JOBZ, character UPLO, integer N, integer KD,
complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,
complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * )
WORK, real, dimension( * ) RWORK, integer INFO)
CHBEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices πΈ
π Purpose π
CHBEV computes all the eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix A. yes, all of them. she's thorough π
π Parameters π
JOBZβJOBZis CHARACTER*1.= 'N': compute eigenvalues only;= 'V': compute eigenvalues and eigenvectors.
UPLOβUPLOis CHARACTER*1.= 'U': upper triangle ofAis stored;= 'L': lower triangle ofAis stored.
NβNis INTEGER. the order of the matrixA.N >= 0.KDβKDis INTEGER. the number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.ABβABis COMPLEX array, dimension(LDAB, N).- on entry, the upper or lower triangle of the Hermitian band matrix
A, stored in the firstKD+1rows of the array. the j-th column ofAis stored in the j-th column of the arrayABas follows:- if
UPLO = 'U',AB(kd+1+i-j,j) = A(i,j)formax(1,j-kd)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(n,j+kd).
- if
- on exit,
ABis overwritten by values generated during the reduction to tridiagonal form. ifUPLO = 'U', the first superdiagonal and the diagonal of the tridiagonal matrixTare returned in rowsKDandKD+1ofAB, and ifUPLO = 'L', the diagonal and first subdiagonal ofTare returned in the first two rows ofAB.
- on entry, the upper or lower triangle of the Hermitian band matrix
LDABβLDABis INTEGER. the leading dimension of the arrayAB.LDAB >= KD + 1.WβWis REAL array, dimension(N). ifINFO = 0, the eigenvalues in ascending order. βZβZis COMPLEX array, dimension(LDZ, N).- if
JOBZ = 'V', then ifINFO = 0,Zcontains the orthonormal eigenvectors of the matrixA, with the i-th column ofZholding the eigenvector associated withW(i). - if
JOBZ = 'N', thenZis not referenced. she's not even invited to the function call.
- if
LDZβLDZis INTEGER. the leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβWORKis COMPLEX array, dimension(N).RWORKβRWORKis REAL array, dimension(max(1,3*N-2)).INFOβ okay so theINFOtea continues in the next part bestie, don't leave me hanging π«ΆπINFOisINTEGERβ the vibe check at the end, bestie π= 0: successful exit. slay, we ate π< 0: ifINFO = -i, the i-th argument had an illegal value. someone handed us a bad arg, rude.> 0: ifINFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero. it tried, it really did π
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine chbev_2stage
subroutine chbev_2stage (character JOBZ, character UPLO, integer N, integer
KD, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * )
W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * )
WORK, integer LWORK, real, dimension( * ) RWORK, integer INFO)
CHBEV_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π¦
Purpose
CHBEV_2STAGE computes all the eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix A using the 2stage technique for the reduction to tridiagonal. two-stage pipeline, main character energy β¨
Parameters
JOBZβ isCHARACTER*1= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors. Not available in this release. so close yet so far π
UPLOβ isCHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
Nβ isINTEGER. The order of the matrix A.N >= 0.KDβ isINTEGER. The number of superdiagonals of the matrix A ifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.ABβ isCOMPLEXarray, dimension(LDAB, N).
On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows:
- if
UPLO = 'U',AB(kd+1+i-j,j) = A(i,j)formax(1,j-kd)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the reduction to tridiagonal form. If UPLO = 'U', the first superdiagonal and the diagonal of the tridiagonal matrix T are returned in rows KD and KD+1 of AB, and if UPLO = 'L', the diagonal and first subdiagonal of T are returned in the first two rows of AB. it literally reinvents itself, growth π
LDABβ isINTEGER. The leading dimension of the array AB.LDAB >= KD + 1.Wβ isREALarray, dimension(N). IfINFO = 0, the eigenvalues in ascending order.Zβ isCOMPLEXarray, dimension(LDZ, N). IfJOBZ = 'V', then ifINFO = 0, Z contains the orthonormal eigenvectors of the matrix A, with the i-th column of Z holding the eigenvector associated withW(i). IfJOBZ = 'N', then Z is not referenced. ghosted, respectfully π»LDZβ isINTEGER. The leading dimension of the array Z.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβ isCOMPLEXarray, dimensionLWORK. On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβ isINTEGER. The length of the array WORK.LWORK >= 1, whenN <= 1; otherwise
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, dimension) where
dimension = (2KD+1)*N + KD*NTHREADS
where KD is the size of the band.
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORKβ isREALarray, dimension(max(1,3*N-2))INFOβ isINTEGER= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details
All details about the 2stage techniques are available in:
Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196
subroutine chbevd
subroutine chbevd (character JOBZ, character UPLO, integer N, integer KD,
complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * ) W,
complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * )
WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK,
integer, dimension( * ) IWORK, integer LIWORK, integer INFO)
CHBEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π
Purpose
CHBEVD computes all the eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix A. If eigenvectors are desired, it uses a divide and conquer algorithm. divide and conquer? she said divide and slay π
The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. so like, no cap, we've never actually seen it break π«Ά
Parameters
JOBZβ isCHARACTER*1= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
UPLOβ isCHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
Nβ isINTEGER. The order of the matrix A.N >= 0.KDβ isINTEGER. The number of superdiagonals of the matrix A ifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.ABβ isCOMPLEXarray, dimension(LDAB, N).
On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first KD+1 rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows:
- if
UPLO = 'U',AB(kd+1+i-j,j) = A(i,j)formax(1,j-kd)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(n,j+kd).
On exit, AB is overwritten by values generated during the reduction to tridiagonal form. If UPLO = 'U', the first superdiagonal and the diagonal of the tridiagonal matrix T are returned in rows KD and KD+1 of AB, and if UPLO = 'L', the diagonal and first subdiagonal of T are returned in the first two rows of AB.
LDABβ isINTEGER. The leading dimension of the array AB.LDAB >= KD + 1.Wβ isREALarray, dimension(N). IfINFO = 0, the eigenvalues in ascending order.Zβ isCOMPLEXarray, dimension(LDZ, N). IfJOBZ = 'V', then ifINFO = 0, Z contains the orthonormal eigenvectors of the matrix A, with the i-th column of Z holding the eigenvector associated withW(i). IfJOBZ = 'N', then Z is not referenced.LDZβ isINTEGER. The leading dimension of the array Z.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβ isCOMPLEXarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβ isINTEGER. The dimension of the array WORK.- If
N <= 1,LWORKmust be at least 1. - If
JOBZ = 'N'andN > 1,LWORKmust be at least N. - If
JOBZ = 'V'andN > 1,LWORKmust be at least2*N**2.
- If
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORKβ isREALarray, dimension(LRWORK)On exit, ifINFO = 0,RWORK(1)returns the optimalLRWORK.LRWORKLRWORKβINTEGER, the dimension of arrayRWORK. Bestie, this is how much room your real workspace gets, and the rules are:- If
N <= 1,LRWORKmust be at least 1. - If
JOBZ = 'N'andN > 1,LRWORKmust be at leastN. - If
JOBZ = 'V'andN > 1,LRWORKmust be at least1 + 5*N + 2*N**2.
- If
And if LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. π«Ά
IWORKβIWORKisINTEGERarray, dimension(MAX(1,LIWORK)). On exit, ifINFO = 0,IWORK(1)returns the optimalLIWORK. β¨LIWORKβINTEGER, the dimension of arrayIWORK:- If
JOBZ = 'N'orN <= 1,LIWORKmust be at least 1. - If
JOBZ = 'V'andN > 1,LIWORKmust be at least3 + 5*N.
- If
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. Same deal, different integer. π
INFOβINTEGER, the vibe report:= 0: successful exit. π< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
ngl, INFO > 0 is the algorithm ghosting you mid-computation. It literally did not converge. Not iconic, but at least it tells you exactly how many off-diagonal elements refused to behave.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π¦ subroutine chbevd_2stage
subroutine chbevd_2stage (character JOBZ, character UPLO, integer N, integer
KD, complex, dimension( ldab, * ) AB, integer LDAB, real, dimension( * )
W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension( * )
WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK,
integer, dimension( * ) IWORK, integer LIWORK, integer INFO)
CHBEVD_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π
β¨ Purpose
CHBEVD_2STAGE computes all the eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix A using the 2stage technique for the reduction to tridiagonal. If eigenvectors are desired, it uses a divide and conquer algorithm. Two techniques, one glow-up. π
The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. Like, it could fail, but nobody's ever seen it happen. Fr fr.
πΈ Parameters
JOBZβJOBZisCHARACTER*1= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors. Not available in this release.
Heads up bestie: 'V' is literally not available in this release. Don't come for me when it doesn't do the thing.
UPLOβUPLOisCHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
NβNisINTEGER. The order of the matrix A.N >= 0.KDβKDisINTEGER. The number of superdiagonals of the matrix A ifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.ABβABisCOMPLEXarray, dimension(LDAB, N). On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the firstKD+1rows of the array. The j-th column of A is stored in the j-th column of the array AB as follows:- if
UPLO = 'U',AB(kd+1+i-j,j) = A(i,j)formax(1,j-kd)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(n,j+kd).
- if
On exit, AB is overwritten by values generated during the reduction to tridiagonal form. If UPLO = 'U', the first superdiagonal and the diagonal of the tridiagonal matrix T are returned in rows KD and KD+1 of AB, and if UPLO = 'L', the diagonal and first subdiagonal of T are returned in the first two rows of AB. So your input array is gone-gone. It's giving "no takebacks." π
LDABβLDABisINTEGER. The leading dimension of the arrayAB.LDAB >= KD + 1.WβWisREALarray, dimension(N). IfINFO = 0, the eigenvalues in ascending order. βZβZisCOMPLEXarray, dimension(LDZ, N). IfJOBZ = 'V', then ifINFO = 0,Zcontains the orthonormal eigenvectors of the matrix A, with the i-th column ofZholding the eigenvector associated withW(i). IfJOBZ = 'N', thenZis not referenced. Not referenced means we don't even look at it. It's giving "you're not on the guest list."LDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβWORKisCOMPLEXarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORKisINTEGER. The length of the arrayWORK.LWORK >= 1, whenN <= 1; otherwise:- If
JOBZ = 'N'andN > 1,LWORKmust be queried.LWORK = MAX(1, dimension)wheredimension = (2KD+1)*N + KD*NTHREADSwhereKDis the size of the band.NTHREADSis the number of threads used when openMP compilation is enabled, otherwise =1. - If
JOBZ = 'V'andN > 1,LWORKmust be queried. Not yet available.
- If
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
Pro move: query first, allocate second. That's the whole game with LWORK = -1. π§
RWORKβRWORKisREALarray, dimension(LRWORK)On exit, ifINFO = 0,RWORK(1)returns the optimalLRWORK.LRWORKβLRWORKisINTEGER. The dimension of arrayRWORK.- If
N <= 1,LRWORKmust be at least 1. - If
JOBZ = 'N'andN > 1,LRWORKmust be at leastN. - If
JOBZ = 'V'andN > 1,LRWORKmust be at least1 + 5*N + 2*N**2.
- If
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORKβIWORKisINTEGERarray, dimension(MAX(1,LIWORK)). On exit, ifINFO = 0,IWORK(1)returns the optimalLIWORK.LIWORKβLIWORKisINTEGER. The dimension of arrayIWORK.- If
JOBZ = 'N'orN <= 1,LIWORKmust be at least 1. - If
JOBZ = 'V'andN > 1,LIWORKmust be at least3 + 5*N.
- If
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
INFOβINFOisINTEGER= 0: successful exit. β< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π₯ Further Details
All details about the 2stage techniques are available in:
Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196
π«Ά subroutine chbevx
subroutine chbevx (character JOBZ, character RANGE, character UPLO, integer
N, integer KD, complex, dimension( ldab, * ) AB, integer LDAB, complex,
dimension( ldq, * ) Q, integer LDQ, real VL, real VU, integer IL,
integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex,
dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, real,
dimension( * ) RWORK, integer, dimension( * ) IWORK, integer, dimension(
* ) IFAIL, integer INFO)
CHBEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices π
β¨ Purpose
CHBEVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix A. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. You get to choose. Main character energy, honestly. π
πΈ Parameters
JOBZJOBZisCHARACTER*1β¨= 'N':compute eigenvalues only, that's it;= 'V':compute eigenvalues and eigenvectors.
RANGEisCHARACTER*1π= 'A':every single eigenvalue is getting found, no filter;= 'V':only the eigenvalues chillin' in the half-open interval(VL,VU]get found;= 'I':theIL-th throughIU-th eigenvalues get found.
UPLOisCHARACTER*1π= 'U':the upper triangle ofAis what's stored;= 'L':the lower triangle ofAis what's stored.
NisINTEGER- the order of the matrix
A.N >= 0.
- the order of the matrix
KDisINTEGER- the number of superdiagonals of the matrix
AifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.
- the number of superdiagonals of the matrix
ABisCOMPLEX array, dimension (LDAB, N)π¦- on entry, it's holding the upper or lower triangle of the Hermitian band matrix
A, stored in the firstKD+1rows of the array. The j-th column ofAlives in the j-th column of the arrayAB, like this:
- on entry, it's holding the upper or lower triangle of the Hermitian band matrix
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
- on exit,
ABgets overwritten by values generated during the reduction to tridiagonal form. she's been through something, bestie π
LDABisINTEGER- the leading dimension of the array
AB.LDAB >= KD + 1.
- the leading dimension of the array
QisCOMPLEX array, dimension (LDQ, N)π- if
JOBZ = 'V', this is theN-by-Nunitary matrix used in the reduction to tridiagonal form. - if
JOBZ = 'N', the arrayQis not referenced at all, she's off the clock.
- if
LDQisINTEGER- the leading dimension of the array
Q. IfJOBZ = 'V', thenLDQ >= max(1,N).
- the leading dimension of the array
VLisREAL- if
RANGE='V', this is the lower bound of the interval to be searched for eigenvalues.VL < VU. - not referenced if
RANGE = 'A'or'I'.
- if
VUisREAL- if
RANGE='V', this is the upper bound of the interval to be searched for eigenvalues.VL < VU. - not referenced if
RANGE = 'A'or'I'.
- if
ILisINTEGER- if
RANGE='I', this is the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0.- not referenced if
RANGE = 'A'or'V'.
- if
IUisINTEGER- if
RANGE='I', this is the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0.- not referenced if
RANGE = 'A'or'V'.
- if
ABSTOLisREALβ- the absolute error tolerance for the eigenvalues. An approximate eigenvalue gets accepted as converged when it's determined to lie in an interval
[a,b]of width less than or equal to
- the absolute error tolerance for the eigenvalues. An approximate eigenvalue gets accepted as converged when it's determined to lie in an interval
ABSTOL + EPS * max( |a|,|b| ) ,
- where
EPSis the machine precision. IfABSTOLis less than or equal to zero, thenEPS*|T|will be used in its place, where|T|is the 1-norm of the tridiagonal matrix obtained by reducingABto tridiagonal form. - eigenvalues will be computed most accurately when
ABSTOLis set to twice the underflow threshold2*SLAMCH('S'), not zero. If this routine returns withINFO>0, indicating that some eigenvectors did not converge, try settingABSTOLto2*SLAMCH('S'). like, that's the fix, fr fr. - see 'Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy,' by Demmel and Kahan, LAPACK Working Note #3.
MisINTEGER- the total number of eigenvalues found.
0 <= M <= N. - if
RANGE = 'A',M = N, and ifRANGE = 'I',M = IU-IL+1.
- the total number of eigenvalues found.
WisREAL array, dimension (N)π- the first
Melements contain the selected eigenvalues in ascending order. organized queen.
- the first
ZisCOMPLEX array, dimension (LDZ, max(1,M))π- if
JOBZ = 'V', then ifINFO = 0, the firstMcolumns ofZcontain the orthonormal eigenvectors of the matrixAcorresponding to the selected eigenvalues, with the i-th column ofZholding the eigenvector associated withW(i). - if an eigenvector fails to converge, then that column of
Zcontains the latest approximation to the eigenvector, and the index of the eigenvector is returned inIFAIL. - if
JOBZ = 'N', thenZis not referenced. - note: the user must ensure that at least
max(1,M)columns are supplied in the arrayZ; ifRANGE = 'V', the exact value ofMis not known in advance and an upper bound must be used. so plan ahead, bestie π
- if
LDZisINTEGER- the leading dimension of the array
Z.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).
- the leading dimension of the array
WORKisCOMPLEX array, dimension (N)RWORKisREAL array, dimension (7*N)IWORKisINTEGER array, dimension (5*N)IFAILisINTEGER array, dimension (N)π- if
JOBZ = 'V', then ifINFO = 0, the firstMelements ofIFAILare zero. IfINFO > 0, thenIFAILcontains the indices of the eigenvectors that failed to converge. - if
JOBZ = 'N', thenIFAILis not referenced.
- if
INFOisINTEGER= 0:successful exit, we ate;< 0:ifINFO = -i, the i-th argument had an illegal value;> 0:ifINFO = i, then i eigenvectors failed to converge. Their indices are stored in arrayIFAIL.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π§ subroutine chbevx_2stage
subroutine chbevx_2stage (character JOBZ, character RANGE, character UPLO,
integer N, integer KD, complex, dimension( ldab, * ) AB, integer LDAB,
complex, dimension( ldq, * ) Q, integer LDQ, real VL, real VU, integer
IL, integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex,
dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,
integer LWORK, real, dimension( * ) RWORK, integer, dimension( * )
IWORK, integer, dimension( * ) IFAIL, integer INFO)
CHBEVX_2STAGE computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices β¨
π― Purpose:
CHBEVX_2STAGE computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian band matrix A using the 2stage technique for the reduction to tridiagonal. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. pick your filter, she's flexible like that π
πΈ Parameters
JOBZisCHARACTER*1= 'N':compute eigenvalues only;= 'V':compute eigenvalues and eigenvectors. Not available in this release. π so close yet so far
RANGEisCHARACTER*1π= 'A':all eigenvalues will be found;= 'V':all eigenvalues in the half-open interval(VL,VU]will be found;= 'I':theIL-th throughIU-th eigenvalues will be found.
UPLOisCHARACTER*1π= 'U':upper triangle ofAis stored;= 'L':lower triangle ofAis stored.
NisINTEGER- the order of the matrix
A.N >= 0.
- the order of the matrix
KDisINTEGER- the number of superdiagonals of the matrix
AifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.
- the number of superdiagonals of the matrix
ABisCOMPLEX array, dimension (LDAB, N)π¦- on entry, the upper or lower triangle of the Hermitian band matrix
A, stored in the firstKD+1rows of the array. The j-th column ofAis stored in the j-th column of the arrayABas follows:
- on entry, the upper or lower triangle of the Hermitian band matrix
if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
- on exit,
ABis overwritten by values generated during the reduction to tridiagonal form.
LDABisINTEGER- the leading dimension of the array
AB.LDAB >= KD + 1.
- the leading dimension of the array
QisCOMPLEX array, dimension (LDQ, N)π- if
JOBZ = 'V', theN-by-Nunitary matrix used in the reduction to tridiagonal form. - if
JOBZ = 'N', the arrayQis not referenced.
- if
LDQisINTEGER- the leading dimension of the array
Q. IfJOBZ = 'V', thenLDQ >= max(1,N).
- the leading dimension of the array
VLisREAL- if
RANGE='V', the lower bound of the interval to be searched for eigenvalues.VL < VU. - not referenced if
RANGE = 'A'or'I'.
- if
VUisREAL- if
RANGE='V', the upper bound of the interval to be searched for eigenvalues.VL < VU. - not referenced if
RANGE = 'A'or'I'.
- if
ILisINTEGER- if
RANGE='I', the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0.- not referenced if
RANGE = 'A'or'V'.
- if
IUisINTEGER- if
RANGE='I', the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0.- not referenced if
RANGE = 'A'or'V'.
- if
ABSTOLisREALβ- the absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval
[a,b]of width less than or equal to
- the absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| gets used in its place instead, where |T| is the 1-norm of the tridiagonal matrix you get by reducing AB to tridiagonal form. β¨
Eigenvalues get computed most accurately when ABSTOL is set to twice the underflow threshold 2*SLAMCH('S'), not zero. So if this routine comes back with INFO>0, which means some eigenvectors did not converge, bestie, try setting ABSTOL to 2*SLAMCH('S'). π«Ά
See 'Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy,' by Demmel and Kahan, LAPACK Working Note #3. iykyk π
MβMisINTEGER. The total number of eigenvalues found.0 <= M <= N. IfRANGE = 'A', thenM = N, and ifRANGE = 'I', thenM = IU-IL+1. πWβWisREAL array, dimension(N). The firstMelements hold the selected eigenvalues in ascending order. So cute, so tidy.ZβZisCOMPLEX array, dimension(LDZ, max(1,M)). IfJOBZ = 'V', then ifINFO = 0, the firstMcolumns ofZcontain the orthonormal eigenvectors of the matrixAcorresponding to the selected eigenvalues, with the i-th column ofZholding the eigenvector associated withW(i). If an eigenvector fails to converge, then that column ofZcontains the latest approximation to the eigenvector, and the index of the eigenvector is returned inIFAIL. IfJOBZ = 'N', thenZis not referenced. π«
Note: the user must ensure that at leastmax(1,M)columns are supplied in the arrayZ; ifRANGE = 'V', the exact value ofMis not known in advance and an upper bound must be used. π
LDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβWORKisCOMPLEX array, dimension(LWORK).LWORKβLWORKisINTEGER. The length of the arrayWORK.LWORK >= 1, whenN <= 1; otherwise:
If JOBZ = 'N' and N > 1, LWORK must be queried.
LWORK = MAX(1, dimension) where
dimension = (2KD+1)*N + KD*NTHREADS
where KD is the size of the band.
NTHREADS is the number of threads used when
openMP compilation is enabled, otherwise =1.
If JOBZ = 'V' and N > 1, LWORK must be queried. Not yet available.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. sneaky little peek, no scolding π
RWORKβRWORKisREAL array, dimension(7*N).IWORKβIWORKisINTEGER array, dimension(5*N).IFAILβIFAILisINTEGER array, dimension(N). IfJOBZ = 'V', then ifINFO = 0, the firstMelements ofIFAILare zero. IfINFO > 0, thenIFAILcontains the indices of the eigenvectors that failed to converge. IfJOBZ = 'N', thenIFAILis not referenced. πINFOβINFOisINTEGER.= 0: successful exit β¨< 0: ifINFO = -i, the i-th argument had an illegal value π> 0: ifINFO = i, thenieigenvectors failed to converge. Their indices are stored in arrayIFAIL. π
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Further Details:
All details about the 2stage techniques are available in:
Azzam Haidar, Hatem Ltaief, and Jack Dongarra. Parallel reduction to condensed forms for symmetric eigenvalue problems using aggregated fine-grained and memory-aware kernels. In Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '11), New York, NY, USA, Article 8 , 11 pages. http://doi.acm.org/10.1145/2063384.2063394
A. Haidar, J. Kurzak, P. Luszczek, 2013. An improved parallel singular value algorithm and its implementation for multicore hardware, In Proceedings of 2013 International Conference for High Performance Computing, Networking, Storage and Analysis (SC '13). Denver, Colorado, USA, 2013. Article 90, 12 pages. http://doi.acm.org/10.1145/2503210.2503292
A. Haidar, R. Solca, S. Tomov, T. Schulthess and J. Dongarra. A novel hybrid CPU-GPU generalized eigensolver for electronic structure calculations based on fine-grained memory aware tasks. International Journal of High Performance Computing Applications. Volume 28 Issue 2, Pages 196-209, May 2014. http://hpc.sagepub.com/content/28/2/196
π¦ CHBGV
subroutine chbgv (character JOBZ, character UPLO, integer N, integer KA,
integer KB, complex, dimension( ldab, * ) AB, integer LDAB, complex,
dimension( ldbb, * ) BB, integer LDBB, real, dimension( * ) W, complex,
dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, real,
dimension( * ) RWORK, integer INFO)
π― Purpose:
CHBGV computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian and banded, and B is also positive definite. periodt π
πΈ Parameters
JOBZβJOBZisCHARACTER*1.= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
UPLOβUPLOisCHARACTER*1.= 'U': Upper triangles ofAandBare stored;= 'L': Lower triangles ofAandBare stored.
NβNisINTEGER. The order of the matricesAandB.N >= 0.KAβKAisINTEGER. The number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KA >= 0.KBβKBisINTEGER. The number of superdiagonals of the matrixBifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KB >= 0.ABβABisCOMPLEX array, dimension(LDAB, N). On entry, the upper or lower triangle of the Hermitian band matrixA, stored in the firstka+1rows of the array. The j-th column ofAis stored in the j-th column of the arrayABas follows:
if UPLO = 'U', AB(ka+1+i-j,j) = A(i,j) for max(1,j-ka)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+ka).
On exit, the contents of AB are destroyed. gone. reduced to atoms. π
LDABβLDABisINTEGER. The leading dimension of the arrayAB.LDAB >= KA+1.BBβBBisCOMPLEX array, dimension(LDBB, N). On entry, the upper or lower triangle of the Hermitian band matrixB, stored in the firstkb+1rows of the array. The j-th column ofBis stored in the j-th column of the arrayBBas follows:
if UPLO = 'U', BB(kb+1+i-j,j) = B(i,j) for max(1,j-kb)<=i<=j;
if UPLO = 'L', BB(1+i-j,j) = B(i,j) for j<=i<=min(n,j+kb).
On exit, the factor S from the split Cholesky factorization B = S**H*S, as returned by CPBSTF.
LDBBβLDBBisINTEGER. The leading dimension of the arrayBB.LDBB >= KB+1.WβWisREAL array, dimension(N). IfINFO = 0, the eigenvalues in ascending order. πZβZisCOMPLEX array, dimension(LDZ, N). IfJOBZ = 'V', then ifINFO = 0,Zcontains the matrixZof eigenvectors, with the i-th column ofZholding the eigenvector associated withW(i). The eigenvectors are normalized so thatZ**H*B*Z = I. IfJOBZ = 'N', thenZis not referenced.LDZβLDZisINTEGER. The leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= N.WORKβWORKisCOMPLEX array, dimension(N).RWORKβRWORKisREAL array, dimension(3*N).INFOβINFOisINTEGER.= 0: successful exit β¨< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, andiis:<= N: the algorithm failed to converge:ioff-diagonal elements of an intermediate tridiagonal form did not converge to zero;> N: ifINFO = N + i, for1 <= i <= N, thenCPBSTFreturnedINFO = i:Bis not positive definite. The factorization ofBcould not be completed and no eigenvalues or eigenvectors were computed. π
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π CHBGVD
subroutine chbgvd (character JOBZ, character UPLO, integer N, integer KA,
integer KB, complex, dimension( ldab, * ) AB, integer LDAB, complex,
dimension( ldbb, * ) BB, integer LDBB, real, dimension( * ) W, complex,
dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK,
integer LWORK, real, dimension( * ) RWORK, integer LRWORK, integer,
dimension( * ) IWORK, integer LIWORK, integer INFO)
π― Purpose:
CHBGVD computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian and banded, and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm. main character energy fr fr π
okay so the divide and conquer algorithm is literally the most chill about floating point arithmetic β it makes very mild assumptions, like, barely any. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but bestie, we know of none. π
β¨ Parameters β¨
JOBZβ this one is aCHARACTER*1, okay?= 'N': just compute eigenvalues only, nothing else, periodt.= 'V': compute eigenvalues and eigenvectors, the full slay.
UPLOβ alsoCHARACTER*1, telling us which triangles are stored.= 'U': upper triangles ofAandBare stored.= 'L': lower triangles ofAandBare stored.
NβINTEGER, the order of the matricesAandB.N >= 0.KAβINTEGER, the number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KA >= 0.KBβINTEGER, the number of superdiagonals of the matrixBifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KB >= 0.ABβCOMPLEXarray, dimension(LDAB, N). On entry, the upper or lower triangle of the Hermitian band matrixA, stored in the firstka+1rows of the array. Thej-th column ofAis stored in thej-th column of the arrayABas follows:- if
UPLO = 'U',AB(ka+1+i-j,j) = A(i,j)formax(1,j-ka)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(n,j+ka). On exit, the contents ofABare destroyed. (ripAB, you served π)
- if
LDABβINTEGER, the leading dimension of the arrayAB.LDAB >= KA+1.BBβCOMPLEXarray, dimension(LDBB, N). On entry, the upper or lower triangle of the Hermitian band matrixB, stored in the firstkb+1rows of the array. Thej-th column ofBis stored in thej-th column of the arrayBBas follows:- if
UPLO = 'U',BB(kb+1+i-j,j) = B(i,j)formax(1,j-kb)<=i<=j; - if
UPLO = 'L',BB(1+i-j,j) = B(i,j)forj<=i<=min(n,j+kb). On exit, the factorSfrom the split Cholesky factorizationB = S**H*S, as returned byCPBSTF.
- if
LDBBβINTEGER, the leading dimension of the arrayBB.LDBB >= KB+1.WβREALarray, dimension(N). IfINFO = 0, the eigenvalues in ascending order.ZβCOMPLEXarray, dimension(LDZ, N). IfJOBZ = 'V', then ifINFO = 0,Zcontains the matrixZof eigenvectors, with thei-th column ofZholding the eigenvector associated withW(i). The eigenvectors are normalized so thatZ**H*B*Z = I. IfJOBZ = 'N', thenZis not referenced.LDZβINTEGER, the leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= N.WORKβCOMPLEXarray, dimension(MAX(1,LWORK)). On exit, ifINFO=0,WORK(1)returns the optimalLWORK.LWORKβINTEGER, the dimension of the arrayWORK.- If
N <= 1,LWORK >= 1. - If
JOBZ = 'N'andN > 1,LWORK >= N. - If
JOBZ = 'V'andN > 1,LWORK >= 2*N**2.
- If
If LWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
RWORKβREALarray, dimension(MAX(1,LRWORK)). On exit, ifINFO=0,RWORK(1)returns the optimalLRWORK.LRWORKβINTEGER, the dimension of arrayRWORK.- If
N <= 1,LRWORK >= 1. - If
JOBZ = 'N'andN > 1,LRWORK >= N. - If
JOBZ = 'V'andN > 1,LRWORK >= 1 + 5*N + 2*N**2.
- If
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORKβINTEGERarray, dimension(MAX(1,LIWORK)). On exit, ifINFO=0,IWORK(1)returns the optimalLIWORK.LIWORKβINTEGER, the dimension of arrayIWORK.- If
JOBZ = 'N'orN <= 1,LIWORK >= 1. - If
JOBZ = 'V'andN > 1,LIWORK >= 3 + 5*N.
- If
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the optimal sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
INFOβINTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.> 0: ifINFO = i, andiis:<= N: the algorithm failed to converge:ioff-diagonal elements of an intermediate tridiagonal form did not converge to zero;> N: ifINFO = N + i, for1 <= i <= N, thenCPBSTFreturnedINFO = i:Bis not positive definite. The factorization ofBcould not be completed and no eigenvalues or eigenvectors were computed.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π«Ά Contributors: π«Ά
- Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
πΈ subroutine chbgvx πΈ
subroutine chbgvx (character JOBZ, character RANGE, character UPLO, integer
N, integer KA, integer KB, complex, dimension( ldab, * ) AB, integer
LDAB, complex, dimension( ldbb, * ) BB, integer LDBB, complex,
dimension( ldq, * ) Q, integer LDQ, real VL, real VU, integer IL,
integer IU, real ABSTOL, integer M, real, dimension( * ) W, complex,
dimension( ldz, * ) Z, integer LDZ, complex, dimension( * ) WORK, real,
dimension( * ) RWORK, integer, dimension( * ) IWORK, integer, dimension(
* ) IFAIL, integer INFO)
CHBGVX
π― Purpose π―
CHBGVX computes all the eigenvalues, and optionally, the eigenvectors of a complex generalized Hermitian-definite banded eigenproblem, of the form A*x=(lambda)*B*x. Here A and B are assumed to be Hermitian and banded, and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either all eigenvalues, a range of values or a range of indices for the desired eigenvalues.
β¨ Parameters β¨
JOBZβCHARACTER*1= 'N': compute eigenvalues only;= 'V': compute eigenvalues and eigenvectors.
RANGEβCHARACTER*1= 'A': all eigenvalues will be found;= 'V': all eigenvalues in the half-open interval(VL,VU]will be found;= 'I': theIL-th throughIU-th eigenvalues will be found.
UPLOβCHARACTER*1= 'U': upper triangles ofAandBare stored;= 'L': lower triangles ofAandBare stored.
NβINTEGER, the order of the matricesAandB.N >= 0.KAβINTEGER, the number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KA >= 0.KBβINTEGER, the number of superdiagonals of the matrixBifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KB >= 0.ABβCOMPLEXarray, dimension(LDAB, N). On entry, the upper or lower triangle of the Hermitian band matrixA, stored in the firstka+1rows of the array. Thej-th column ofAis stored in thej-th column of the arrayABas follows:- if
UPLO = 'U',AB(ka+1+i-j,j) = A(i,j)formax(1,j-ka)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(n,j+ka). On exit, the contents ofABare destroyed.
- if
LDABβINTEGER, the leading dimension of the arrayAB.LDAB >= KA+1.BBβCOMPLEXarray, dimension(LDBB, N). On entry, the upper or lower triangle of the Hermitian band matrixB, stored in the firstkb+1rows of the array. Thej-th column ofBis stored in thej-th column of the arrayBBas follows:- if
UPLO = 'U',BB(kb+1+i-j,j) = B(i,j)formax(1,j-kb)<=i<=j; - if
UPLO = 'L',BB(1+i-j,j) = B(i,j)forj<=i<=min(n,j+kb). On exit, the factorSfrom the split Cholesky factorizationB = S**H*S, as returned byCPBSTF.
- if
LDBBβINTEGER, the leading dimension of the arrayBB.LDBB >= KB+1.QβCOMPLEXarray, dimension(LDQ, N). IfJOBZ = 'V', then-by-nmatrix used in the reduction ofA*x = (lambda)*B*xto standard form, i.e.C*x = (lambda)*x, and consequentlyCto tridiagonal form. IfJOBZ = 'N', the arrayQis not referenced.LDQβINTEGER, the leading dimension of the arrayQ. IfJOBZ = 'N',LDQ >= 1. IfJOBZ = 'V',LDQ >= max(1,N).VLβREAL. IfRANGE='V', the lower bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.VUβREAL. IfRANGE='V', the upper bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.ILβ
IL π
IL is INTEGER
If RANGE='I', the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
IU β¨
IU is INTEGER
If RANGE='I', the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
ABSTOL π
ABSTOL is REAL
The absolute error tolerance for the eigenvalues, bestie. An approximate eigenvalue gets accepted as converged when it's determined to lie in an interval [a,b] of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing AP to tridiagonal form.
Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S').
fr fr, don't set it to zero β set it to 2*SLAMCH('S') if you want the most accurate glow-up π
M πΈ
M is INTEGER
The total number of eigenvalues found. 0 <= M <= N. If RANGE = 'A', M = N, and if RANGE = 'I', M = IU-IL+1.
W π¦
W is REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order. Sorted and everything, slay.
Z π
Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors, with the i-th column of Z holding the eigenvector associated with W(i). The eigenvectors are normalized so that Z**H*B*Z = I. If JOBZ = 'N', then Z is not referenced.
LDZ π₯
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= N.
WORK
WORK is COMPLEX array, dimension (N)
RWORK
RWORK is REAL array, dimension (7*N)
IWORK
IWORK is INTEGER array, dimension (5*N)
IFAIL π
IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of IFAIL are zero. If INFO > 0, then IFAIL contains the indices of the eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL is not referenced.
INFO π
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is:
<= N: then i eigenvectors failed to converge. Their
indices are stored in array IFAIL.
> N: if INFO = N + i, for 1 <= i <= N, then CPBSTF
returned INFO = i: B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
the> Ncase is the sad one βBisn't positive definite, the factorization ofBcouldn't be finished, and no eigenvalues or eigenvectors were computed at all π nothing came through, zero, nada.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
subroutine chpev β¨
subroutine chpev (character JOBZ, character UPLO, integer N, complex,
dimension( * ) AP, real, dimension( * ) W, complex, dimension( ldz, * )
Z, integer LDZ, complex, dimension( * ) WORK, real, dimension( * )
RWORK, integer INFO)
CHPEV computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
CHPEV computes all the eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix in packed storage.
Parameters
JOBZ π
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO πΈ
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N π¦
N is INTEGER
The order of the matrix A. N >= 0.
AP π
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, AP is overwritten by values generated during the reduction to tridiagonal form. If UPLO = 'U', the diagonal and first superdiagonal of the tridiagonal matrix T overwrite the corresponding elements of A, and if UPLO = 'L', the diagonal and first subdiagonal of T overwrite the corresponding elements of A.
W β¨
W is REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z π
Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal eigenvectors of the matrix A, with the i-th column of Z holding the eigenvector associated with W(i). If JOBZ = 'N', then Z is not referenced.
LDZ π₯
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is COMPLEX array, dimension (max(1, 2*N-1))
RWORK
RWORK is REAL array, dimension (max(1, 3*N-2))
INFO π
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = i, the algorithm failed to converge; i
off-diagonal elements of an intermediate tridiagonal
form did not converge to zero.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine chpevd π
subroutine chpevd (character JOBZ, character UPLO, integer N, complex,
dimension( * ) AP, real, dimension( * ) W, complex, dimension( ldz, * )
Z, integer LDZ, complex, dimension( * ) WORK, integer LWORK, real,
dimension( * ) RWORK, integer LRWORK, integer, dimension( * ) IWORK,
integer LIWORK, integer INFO)
CHPEVD computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
Purpose:
CHPEVD computes all the eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A in packed storage. If eigenvectors are desired, it uses a divide and conquer algorithm.
The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.
no cap, the divide and conquer vibe is mild about floating point. Cray girlies, you're fine π hex/decimal machines without guard digits, maybe not β but we've literally never met one.
Parameters
JOBZ π
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;
= 'V': Compute eigenvalues and eigenvectors.
UPLO πΈ
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N π¦
N is INTEGER
The order of the matrix A. N >= 0.
AP π
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, AP is overwritten by values generated during the reduction to tridiagonal form. If UPLO = 'U', the diagonal and first superdiagonal of the tridiagonal matrix T overwrite the corresponding elements of A, and if UPLO = 'L', the diagonal and first subdiagonal of T overwrite the corresponding elements of A.
W β¨
W is REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order.
Z π
Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the orthonormal eigenvectors of the matrix A, with the i-th column of Z holding the eigenvector associated with W(i). If JOBZ = 'N', then Z is not referenced.
LDZ π₯
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).
WORK β
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required LWORK.
LWORK π
LWORK is INTEGER
The dimension of array WORK.
If N <= 1, LWORK must be at least 1.
If JOBZ = 'N' and N > 1, LWORK must be at least N.
If JOBZ = 'V' and N > 1, LWORK must be at least 2*N.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
LWORK = -1is the "bestie, just tell me how big" mode β it peeks at the sizes, hands them back, andXERBLAstays completely quiet about it π€«
RWORK π§
RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
LRWORK
LRWORKβ INTEGER, bestie, and it's the dimension of arrayRWORK. Get it wrong and it's over, so:- If
N <= 1,LRWORKmust be at least1. - If
JOBZ = 'N'andN > 1,LRWORKmust be at leastN. - If
JOBZ = 'V'andN > 1,LRWORKmust be at least1 + 5*N + 2*N**2.
- If
And now the lil party trick: if LRWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. π
(No yelling from the error handler, we love to see it.)
IWORKβ INTEGER array, dimension(MAX(1,LIWORK)). On exit, ifINFO = 0,IWORK(1)returns the requiredLIWORK. It literally tells you what it needed, icon behaviour fr fr.LIWORKβ INTEGER. The dimension of arrayIWORK.- If
JOBZ = 'N'orN <= 1,LIWORKmust be at least1. - If
JOBZ = 'V'andN > 1,LIWORKmust be at least3 + 5*N.
- If
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. Same deal as above, the -1 girlies all behave the same way.
INFOβ INTEGER, the vibe report at the end:= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value. Rude of you, honestly.> 0: ifINFO = i, the algorithm failed to converge; i off-diagonal elements of an intermediate tridiagonal form did not converge to zero. She tried her best and she could not.
π Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π¦ subroutine chpevx π¦
subroutine chpevx (character JOBZ, character RANGE, character UPLO, integer
N, complex, dimension( * ) AP, real VL, real VU, integer IL, integer IU,
real ABSTOL, integer M, real, dimension( * ) W, complex, dimension( ldz,
* ) Z, integer LDZ, complex, dimension( * ) WORK, real, dimension( * )
RWORK, integer, dimension( * ) IWORK, integer, dimension( * ) IFAIL,
integer INFO)
CHPEVX computes the eigenvalues and, optionally, the left and/or right eigenvectors for OTHER matrices
β¨ Purpose β¨
CHPEVX computes selected eigenvalues and, optionally, eigenvectors of a complex Hermitian matrix A in packed storage. Eigenvalues/vectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. Pick your fighters, basically β values OR indices, your call.
π Parameters π
JOBZβCHARACTER*1= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors. (the full meal deal)
RANGEβCHARACTER*1= 'A': all eigenvalues will be found;= 'V': all eigenvalues in the half-open interval(VL,VU]will be found;= 'I': theIL-th throughIU-th eigenvalues will be found.
UPLOβCHARACTER*1= 'U': Upper triangle ofAis stored;= 'L': Lower triangle ofAis stored.
Nβ INTEGER. The order of the matrixA.N >= 0.APβ COMPLEX array, dimension(N*(N+1)/2). On entry, the upper or lower triangle of the Hermitian matrixA, packed columnwise in a linear array. The j-th column ofAis stored in the arrayAPas follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, AP is overwritten by values generated during the reduction to tridiagonal form. If UPLO = 'U', the diagonal and first superdiagonal of the tridiagonal matrix T overwrite the corresponding elements of A, and if UPLO = 'L', the diagonal and first subdiagonal of T overwrite the corresponding elements of A. Yeah she borrows your array and does NOT give it back the same, that's just the arrangement.
VLβ REAL. IfRANGE='V', the lower bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.VUβ REAL. IfRANGE='V', the upper bound of the interval to be searched for eigenvalues.VL < VU. Not referenced ifRANGE = 'A'or'I'.ILβ INTEGER. IfRANGE='I', the index of the smallest eigenvalue to be returned.1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0. Not referenced ifRANGE = 'A'or'V'.IUβ INTEGER. IfRANGE='I', the index of the largest eigenvalue to be returned.1 <= IL <= IU <= N, ifN > 0;IL = 1andIU = 0ifN = 0. Not referenced ifRANGE = 'A'or'V'.ABSTOLβ REAL. The absolute error tolerance for the eigenvalues. An approximate eigenvalue is accepted as converged when it is determined to lie in an interval[a,b]of width less than or equal to
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| will be used in its place, where |T| is the 1-norm of the tridiagonal matrix obtained by reducing AP to tridiagonal form.
Big tip incoming: Eigenvalues will be computed most accurately when ABSTOL is set to twice the underflow threshold 2*SLAMCH('S'), not zero. If this routine returns with INFO>0, indicating that some eigenvectors did not converge, try setting ABSTOL to 2*SLAMCH('S'). Like, she's asking nicely, just do it.
See 'Computing Small Singular Values of Bidiagonal Matrices with Guaranteed High Relative Accuracy,' by Demmel and Kahan, LAPACK Working Note #3.
Mβ INTEGER. The total number of eigenvalues found.0 <= M <= N. IfRANGE = 'A',M = N, and ifRANGE = 'I',M = IU-IL+1.Wβ REAL array, dimension(N). IfINFO = 0, the selected eigenvalues in ascending order. SORTED, she's organised, we stan.Zβ COMPLEX array, dimension(LDZ, max(1,M)). IfJOBZ = 'V', then ifINFO = 0, the firstMcolumns ofZcontain the orthonormal eigenvectors of the matrixAcorresponding to the selected eigenvalues, with the i-th column ofZholding the eigenvector associated withW(i). If an eigenvector fails to converge, then that column ofZcontains the latest approximation to the eigenvector, and the index of the eigenvector is returned inIFAIL. IfJOBZ = 'N', thenZis not referenced.
Note: the user must ensure that at leastmax(1,M)columns are supplied in the arrayZ; ifRANGE = 'V', the exact value ofMis not known in advance and an upper bound must be used. So don't come crying when you under-allocated, bestie, the note warned you. π
LDZβ INTEGER. The leading dimension of the arrayZ.LDZ >= 1, and ifJOBZ = 'V',LDZ >= max(1,N).WORKβ COMPLEX array, dimension(2*N).RWORKβ REAL array, dimension(7*N).IWORKβ INTEGER array, dimension(5*N).IFAILβ INTEGER array, dimension(N). IfJOBZ = 'V', then ifINFO = 0, the firstMelements ofIFAILare zero. IfINFO > 0, thenIFAILcontains the indices of the eigenvectors that failed to converge. IfJOBZ = 'N', thenIFAILis not referenced.INFOβ INTEGER:= 0: successful exit β¨< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, then i eigenvectors failed to converge. Their indices are stored in arrayIFAIL. She's telling you exactly which ones ghosted, at least.
πΈ Author πΈ
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π subroutine chpgv π
subroutine chpgv (integer ITYPE, character JOBZ, character UPLO, integer N,
complex, dimension( * ) AP, complex, dimension( * ) BP, real, dimension(
* ) W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension(
* ) WORK, real, dimension( * ) RWORK, integer INFO)
CHPGV
β¨ Purpose β¨
CHPGV computes all the eigenvalues and, optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian, stored in packed format, and B is also positive definite. Two matrices, one problem, three possible shapes of it. Pick your form.
π Parameters π
ITYPEβ INTEGER. Specifies the problem type to be solved:= 1:A*x = (lambda)*B*x= 2:A*B*x = (lambda)*x= 3:B*A*x = (lambda)*x
JOBZβCHARACTER*1= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
UPLOβCHARACTER*1= 'U': Upper triangles ofAandBare stored;= 'L': Lower triangles ofAandBare stored.
Nβ INTEGER. The order of the matricesAandB.N >= 0.APβ COMPLEX array, dimension(N*(N+1)/2). On entry, the upper or lower triangle of the Hermitian matrixA, packed columnwise in a linear array. The j-th column ofAis stored in the arrayAPas follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, the contents of AP are destroyed. GONE. reduced to atoms. do not expect it back. π
BPβ COMPLEX array, dimension(N*(N+1)/2). On entry, the upper or lower triangle of the Hermitian matrixB, packed columnwise in a linear array. The j-th column ofBis stored in the arrayBPas follows:
if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
W
W is REAL array, dimension (N)
If INFO = 0, this is where the eigenvalues live, in ascending order β¨ like a little glow-up lineup, smallest to biggest, no notes.
Z
Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors π and bestie, they come normalized in very specific ways:
- if
ITYPE = 1or2,Z**H*B*Z = I; - if
ITYPE = 3,Z**H*inv(B)*Z = I.
If JOBZ = 'N', then Z is not referenced. It's giving "you're literally not invited to this computation" π
LDZ
LDZ is INTEGER
The leading dimension of the array Z. Rules are LDZ >= 1, and if JOBZ = 'V', then LDZ >= max(1,N).
WORK
WORK is COMPLEX array, dimension (max(1, 2*N-1))
RWORK
RWORK is REAL array, dimension (max(1, 3*N-2))
INFO
INFO is INTEGER
= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value π> 0:CPPTRForCHPEVreturned an error code:<= N: ifINFO = i,CHPEVfailed to converge;ioff-diagonal elements of an intermediate tridiagonal form did not convergeto zero;> N: ifINFO = N + i, for1 <= i <= n, then the leading minor of orderiofBis not positive definite. The factorization ofBcould not be completed and no eigenvalues or eigenvectors were computed. so like, absolutely nothing was computed. zero. nada. the math simply said no π
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine chpgvd
subroutine chpgvd (integer ITYPE, character JOBZ, character UPLO, integer N,
complex, dimension( * ) AP, complex, dimension( * ) BP, real, dimension(
* ) W, complex, dimension( ldz, * ) Z, integer LDZ, complex, dimension(
* ) WORK, integer LWORK, real, dimension( * ) RWORK, integer LRWORK,
integer, dimension( * ) IWORK, integer LIWORK, integer INFO)
CHPGVD π
Purpose:
CHPGVD computes all the eigenvalues and, optionally, the eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian, stored in packed format, and B is also positive definite. If eigenvectors are desired, it uses a divide and conquer algorithm π (yes queen, divide and conquer, literally her whole brand).
The divide and conquer algorithm makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. fr fr, "conceivably" is doing a LOT of heavy lifting in that sentence π
Parameters
ITYPE
ITYPE is INTEGER
Specifies the problem type to be solved:
= 1:A*x = (lambda)*B*x= 2:A*B*x = (lambda)*x= 3:B*A*x = (lambda)*x
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangles ofAandBare stored;= 'L': Lower triangles ofAandBare stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix A, packed columnwise in a linear array. The j-th column of A is stored in the array AP as follows:
- if
UPLO = 'U',AP(i + (j-1)*j/2) = A(i,j)for1<=i<=j; - if
UPLO = 'L',AP(i + (j-1)*(2*n-j)/2) = A(i,j)forj<=i<=n.
On exit, the contents of AP are destroyed. RIP AP, she was brave π«‘
BP
BP is COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian matrix B, packed columnwise in a linear array. The j-th column of B is stored in the array BP as follows:
- if
UPLO = 'U',BP(i + (j-1)*j/2) = B(i,j)for1<=i<=j; - if
UPLO = 'L',BP(i + (j-1)*(2*n-j)/2) = B(i,j)forj<=i<=n.
On exit, the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H, in the same storage format as B.
W
W is REAL array, dimension (N)
If INFO = 0, the eigenvalues in ascending order. sorted, bestie, you don't gotta do a thing β¨
Z
Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = 'V', then if INFO = 0, Z contains the matrix Z of eigenvectors. The eigenvectors are normalized as follows:
- if
ITYPE = 1or2,Z**H*B*Z = I; - if
ITYPE = 3,Z**H*inv(B)*Z = I.
If JOBZ = 'N', then Z is not referenced.
LDZ
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', LDZ >= max(1,N).
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the required LWORK. it's like a little receipt for how much space you needed π§Ύ
LWORK
LWORK is INTEGER
The dimension of array WORK.
- If
N <= 1,LWORK >= 1. - If
JOBZ = 'N'andN > 1,LWORK >= N. - If
JOBZ = 'V'andN > 1,LWORK >= 2*N.
If LWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA. the -1 trick is iconic, it's literally the "just tell me how much room you need, no drama" move π
RWORK
RWORK is REAL array, dimension (MAX(1,LRWORK))
On exit, if INFO = 0, RWORK(1) returns the required LRWORK.
LRWORK
LRWORK is INTEGER
The dimension of array RWORK.
- If
N <= 1,LRWORK >= 1. - If
JOBZ = 'N'andN > 1,LRWORK >= N. - If
JOBZ = 'V'andN > 1,LRWORK >= 1 + 5*N + 2*N**2.
If LRWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
IWORK
IWORK is INTEGER array, dimension (MAX(1,LIWORK))
On exit, if INFO = 0, IWORK(1) returns the required LIWORK.
LIWORK
LIWORK is INTEGER
The dimension of array IWORK.
- If
JOBZ = 'N'orN <= 1,LIWORK >= 1. - If
JOBZ = 'V'andN > 1,LIWORK >= 3 + 5*N.
If LIWORK = -1, then a workspace query is assumed; the routine only calculates the required sizes of the WORK, RWORK and IWORK arrays, returns these values as the first entries of the WORK, RWORK and IWORK arrays, and no error message related to LWORK or LRWORK or LIWORK is issued by XERBLA.
INFO
INFO is INTEGER
= 0: successful exit π< 0: ifINFO = -i, the i-th argument had an illegal value π> 0:CPPTRForCHPEVDreturned an error code:<= N: ifINFO = i,CHPEVDfailed to converge;ioff-diagonal elements of an intermediate tridiagonal form did not convergeto zero;> N: ifINFO = N + i, for1 <= i <= n, then the leading minor of orderiofBis not positive definite. The factorization ofBcould not be completed and no eigenvalues or eigenvectors were computed.
Heads up bestie: if B isn't actually positive definite, everything just stops. No eigenvalues, no eigenvectors, nothing. The math is not being flexible about this one, periodt.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA πΈ
subroutine chpgvx
subroutine chpgvx (integer ITYPE, character JOBZ, character RANGE, character
UPLO, integer N, complex, dimension( * ) AP, complex, dimension( * ) BP,
real VL, real VU, integer IL, integer IU, real ABSTOL, integer M, real,
dimension( * ) W, complex, dimension( ldz, * ) Z, integer LDZ, complex,
dimension( * ) WORK, real, dimension( * ) RWORK, integer, dimension( * )
IWORK, integer, dimension( * ) IFAIL, integer INFO)
CHPGVX π¦
Purpose:
CHPGVX computes selected eigenvalues and, optionally, eigenvectors of a complex generalized Hermitian-definite eigenproblem, of the form A*x=(lambda)*B*x, A*Bx=(lambda)*x, or B*A*x=(lambda)*x. Here A and B are assumed to be Hermitian, stored in packed format, and B is also positive definite. Eigenvalues and eigenvectors can be selected by specifying either a range of values or a range of indices for the desired eigenvalues. not me getting to CHOOSE which eigenvalues I want, it's giving build-your-own-eigen-adventure π
Parameters
ITYPE
ITYPE is INTEGER
Specifies the problem type to be solved:
= 1:A*x = (lambda)*B*x= 2:A*B*x = (lambda)*x= 3:B*A*x = (lambda)*x
JOBZ
JOBZ is CHARACTER*1
= 'N': Compute eigenvalues only;= 'V': Compute eigenvalues and eigenvectors.
RANGE
RANGE is CHARACTER*1
= 'A': all eigenvalues will be found;= 'V': all eigenvalues in the half-open interval(VL,VU]will be found;= 'I': theIL-th throughIU-th eigenvalues will be found.
Note the half-open interval:VLis not included butVUis.(VL,VU]β that's the vibe, don't forget the bracket situation bestie π«Ά
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangles ofAandBare stored;= 'L': Lower triangles ofAandBare stored.
N
N is INTEGER
The order of the matrices A and B. N >= 0.
AP
AP is COMPLEX array, dimension (N*(N+1)/2)
AP π¦
AP is COMPLEX array, dimension (N*(N+1)/2)
Okay so on entry, AP holds the upper or lower triangle of the Hermitian matrix A, packed columnwise into one linear array. The j-th column of A lives in AP like this:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n.
On exit, the contents of AP are destroyed. gone. reduced to atoms. so don't come looking for your original matrix in there bestie π
BP π
BP is COMPLEX array, dimension (N*(N+1)/2)
On entry, this is the upper or lower triangle of the Hermitian matrix B, packed columnwise in a linear array. The j-th column of B sits in BP like so:
if UPLO = 'U', BP(i + (j-1)*j/2) = B(i,j) for 1<=i<=j;
if UPLO = 'L', BP(i + (j-1)*(2*n-j)/2) = B(i,j) for j<=i<=n.
On exit, BP holds the triangular factor U or L from the Cholesky factorization B = U**H*U or B = L*L**H, stored in the exact same format as B was. cute, consistent, iconic β¨
VL πΈ
VL is REAL
If RANGE='V', this is the lower bound of the interval to be searched for eigenvalues, and VL < VU. Not referenced if RANGE = 'A' or 'I'. so if you're not doing the interval thing, she's just sitting there unbothered π
VU πΈ
VU is REAL
If RANGE='V', this is the upper bound of the interval to be searched for eigenvalues, and again VL < VU. Not referenced if RANGE = 'A' or 'I'.
IL π
IL is INTEGER
If RANGE='I', this is the index of the smallest eigenvalue to be returned. Constraint check: 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
IU π
IU is INTEGER
If RANGE='I', this is the index of the largest eigenvalue to be returned. Same rule as her sister: 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'.
ABSTOL β
ABSTOL is REAL
The absolute error tolerance for the eigenvalues, bestie. An approximate eigenvalue gets accepted as converged when it's determined to lie in an interval [a,b] whose width is less than or equal to:
ABSTOL + EPS * max( |a|,|b| ) ,
where EPS is the machine precision. If ABSTOL is less than or equal to zero, then EPS*|T| gets used in its place, where |T| is the 1-norm of the tridiagonal matrix you get by reducing AP to tridiagonal form.
Eigenvalues will be computed most accurately whenABSTOLis set to twice the underflow threshold2*SLAMCH('S'), not zero. And if this routine comes back withINFO>0β meaning some eigenvectors did not converge β try settingABSTOLto2*SLAMCH('S'). fr fr, this is the glow-up your convergence needs π₯
M π«Ά
M is INTEGER
The total number of eigenvalues found. Range: 0 <= M <= N. If RANGE = 'A', then M = N, and if RANGE = 'I', then M = IU-IL+1.
W π
W is REAL array, dimension (N)
On normal exit, the first M elements contain the selected eigenvalues in ascending order. sorted, organized, main character energy β¨
Z π
Z is COMPLEX array, dimension (LDZ, N)
If JOBZ = 'N', then Z is not referenced, she's off the clock.
If JOBZ = 'V', then if INFO = 0, the first M columns of Z contain the orthonormal eigenvectors of the matrix A corresponding to the selected eigenvalues, with the i-th column of Z holding the eigenvector associated with W(i).
The eigenvectors are normalized as follows:
if ITYPE = 1 or 2, Z**H*B*Z = I;
if ITYPE = 3, Z**H*inv(B)*Z = I.
If an eigenvector fails to converge, then that column of Z contains the latest approximation to the eigenvector, and the index of that eigenvector is returned in IFAIL.
Note: the user must ensure that at leastmax(1,M)columns are supplied in the arrayZ. IfRANGE = 'V', the exact value ofMis not known in advance, so an upper bound must be used. no cap, plan ahead π
LDZ π«
LDZ is INTEGER
The leading dimension of the array Z. LDZ >= 1, and if JOBZ = 'V', then LDZ >= max(1,N).
WORK π§
WORK is COMPLEX array, dimension (2*N)
RWORK π§
RWORK is REAL array, dimension (7*N)
IWORK π§
IWORK is INTEGER array, dimension (5*N)
IFAIL π
IFAIL is INTEGER array, dimension (N)
If JOBZ = 'V', then if INFO = 0, the first M elements of IFAIL are zero. If INFO > 0, then IFAIL contains the indices of the eigenvectors that failed to converge. If JOBZ = 'N', then IFAIL is not referenced. it's giving "snitch list for the eigenvectors that didn't make it" π
INFO π₯
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: CPPTRF or CHPEVX returned an error code:
<= N: if INFO = i, CHPEVX failed to converge;
i eigenvectors failed to converge. Their indices
are stored in array IFAIL.
> N: if INFO = N + i, for 1 <= i <= n, then the leading
minor of order i of B is not positive definite.
The factorization of B could not be completed and
no eigenvalues or eigenvectors were computed.
so like: 0 is the slay, negative means you passed a bad argument at position i, and positive means the math said "not today" β either eigenvectors didn't converge (indices in IFAIL) or B isn't positive definite and literally nothing got computed. devastating, but at least it tells you π
Author π
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors: π
Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
and that's a wrap on this whole entire saga bestie π«Ά generated automatically by Doxygen for LAPACK straight from the source code, sitting pretty at Version 3.11.0, dated Sun Nov 27 2022, and filed under complexOTHEReigen(3). mwah πβ¨
π¦ where this page comes from
- debian bookworm: liblapack-doc 3.11.0-2 Β· BSD-3-Clause
- π girlified by deepseek-ai/DeepSeek-V4.1-Flash on : a language model's rewrite of the original, under its terms